ECBOT 5 Year T-Note Future December 2010
| Trading Metrics calculated at close of trading on 08-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2010 |
08-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
120-135 |
119-190 |
-0-265 |
-0.7% |
120-090 |
| High |
120-135 |
119-200 |
-0-255 |
-0.7% |
120-257 |
| Low |
119-140 |
118-212 |
-0-248 |
-0.6% |
119-157 |
| Close |
119-150 |
118-307 |
-0-163 |
-0.4% |
120-012 |
| Range |
0-315 |
0-308 |
-0-007 |
-2.2% |
1-100 |
| ATR |
0-189 |
0-198 |
0-008 |
4.5% |
0-000 |
| Volume |
22,693 |
10,056 |
-12,637 |
-55.7% |
1,149,198 |
|
| Daily Pivots for day following 08-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-310 |
121-137 |
119-156 |
|
| R3 |
121-002 |
120-149 |
119-072 |
|
| R2 |
120-014 |
120-014 |
119-043 |
|
| R1 |
119-161 |
119-161 |
119-015 |
119-094 |
| PP |
119-026 |
119-026 |
119-026 |
118-313 |
| S1 |
118-173 |
118-173 |
118-279 |
118-106 |
| S2 |
118-038 |
118-038 |
118-251 |
|
| S3 |
117-050 |
117-185 |
118-222 |
|
| S4 |
116-062 |
116-197 |
118-138 |
|
|
| Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-015 |
123-114 |
120-243 |
|
| R3 |
122-235 |
122-014 |
120-128 |
|
| R2 |
121-135 |
121-135 |
120-089 |
|
| R1 |
120-234 |
120-234 |
120-050 |
120-134 |
| PP |
120-035 |
120-035 |
120-035 |
119-306 |
| S1 |
119-134 |
119-134 |
119-294 |
119-034 |
| S2 |
118-255 |
118-255 |
119-255 |
|
| S3 |
117-155 |
118-034 |
119-216 |
|
| S4 |
116-055 |
116-254 |
119-101 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-175 |
118-212 |
1-283 |
1.6% |
0-240 |
0.6% |
16% |
False |
True |
28,962 |
| 10 |
120-257 |
118-212 |
2-045 |
1.8% |
0-215 |
0.6% |
14% |
False |
True |
251,167 |
| 20 |
121-192 |
118-212 |
2-300 |
2.5% |
0-202 |
0.5% |
10% |
False |
True |
409,690 |
| 40 |
122-115 |
118-212 |
3-223 |
3.1% |
0-167 |
0.4% |
8% |
False |
True |
443,330 |
| 60 |
122-115 |
118-212 |
3-223 |
3.1% |
0-149 |
0.4% |
8% |
False |
True |
424,160 |
| 80 |
122-115 |
118-212 |
3-223 |
3.1% |
0-154 |
0.4% |
8% |
False |
True |
391,276 |
| 100 |
122-115 |
117-240 |
4-195 |
3.9% |
0-137 |
0.4% |
26% |
False |
False |
313,587 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-229 |
|
2.618 |
122-046 |
|
1.618 |
121-058 |
|
1.000 |
120-188 |
|
0.618 |
120-070 |
|
HIGH |
119-200 |
|
0.618 |
119-082 |
|
0.500 |
119-046 |
|
0.382 |
119-010 |
|
LOW |
118-212 |
|
0.618 |
118-022 |
|
1.000 |
117-224 |
|
1.618 |
117-034 |
|
2.618 |
116-046 |
|
4.250 |
114-183 |
|
|
| Fisher Pivots for day following 08-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
119-046 |
119-194 |
| PP |
119-026 |
119-125 |
| S1 |
119-007 |
119-056 |
|